+81.0%
BSX vs VIG
+250.0%
-169.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -1.0% |
| 7D | -10.1% | -1.1% | -9.0% | -9.1% |
| 30D | -16.4% | -2.7% | -13.7% | -14.0% |
| 3M | -8.9% | +2.5% | -11.4% | -11.1% |
| 6M | -38.3% | +9.2% | -47.5% | -43.5% |
| YTD | -54.9% | +9.8% | -64.8% | -59.2% |
| 1Y | -58.8% | +12.4% | -71.2% | -63.6% |
| 3Y | -21.2% | +55.9% | -77.1% | -51.0% |
| 5Y | -3.3% | +63.9% | -67.3% | -43.4% |
| All | +81.0% | +250.0% | -169.1% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling